+82.7%
WULF vs LOW
+233.5%
-150.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.7% |
| 7D | +1.4% | -3.7% | +5.1% | +2.6% |
| 30D | -2.6% | -8.9% | +6.2% | +0.2% |
| 3M | -34.0% | -10.4% | -23.6% | -32.2% |
| 6M | +10.0% | -19.4% | +29.4% | +17.3% |
| YTD | +45.7% | -17.1% | +62.8% | +53.9% |
| 1Y | +57.3% | -26.3% | +83.6% | +72.0% |
| 3Y | +878.9% | -9.9% | +888.8% | +902.5% |
| 5Y | -28.3% | +6.1% | -34.4% | -29.1% |
| All | +82.7% | +233.5% | -150.8% | +69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LOW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling